ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 25-Sep-2018

Day Change Summary
	Previous	Current
	24-Sep-2018	25-Sep-2018	Change	Change %	Previous Week
Open	112-138	112-107	-0-030	-0.1%	112-195
High	112-142	112-115	-0-027	-0.1%	112-240
Low	112-095	112-080	-0-015	0.0%	112-093
Close	112-127	112-095	-0-032	-0.1%	112-133
Range	0-047	0-035	-0-012	-26.3%	0-147
ATR	0-060	0-059	-0-001	-1.5%	0-000
Volume	671,179	799,617	128,438	19.1%	3,761,281

Daily Pivots for day following 25-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	112-202	112-183	112-114
R3	112-167	112-148	112-105
R2	112-132	112-132	112-101
R1	112-113	112-113	112-098	112-105
PP	112-097	112-097	112-097	112-093
S1	112-078	112-078	112-092	112-070
S2	112-062	112-062	112-089
S3	112-027	112-043	112-085
S4	111-312	112-008	112-076

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-277	113-192	112-214
R3	113-130	113-045	112-173
R2	112-302	112-302	112-160
R1	112-218	112-218	112-146	112-186
PP	112-155	112-155	112-155	112-139
S1	112-070	112-070	112-119	112-039
S2	112-008	112-008	112-105
S3	111-180	111-243	112-092
S4	111-033	111-095	112-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-162	112-080	0-082	0.2%	0-047	0.1%	18%	False	True	749,450
10	112-285	112-080	0-205	0.6%	0-055	0.2%	7%	False	True	773,192
20	113-138	112-080	1-058	1.1%	0-059	0.2%	4%	False	True	905,990
40	113-198	112-080	1-118	1.2%	0-059	0.2%	3%	False	True	537,972
60	113-200	112-080	1-120	1.2%	0-052	0.1%	3%	False	True	358,772

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	112-264
2.618	112-207
1.618	112-172
1.000	112-150
0.618	112-137
HIGH	112-115
0.618	112-102
0.500	112-098
0.382	112-093
LOW	112-080
0.618	112-058
1.000	112-045
1.618	112-023
2.618	111-308
4.250	111-251

Fisher Pivots for day following 25-Sep-2018
Pivot	1 day	3 day
R1	112-098	112-111
PP	112-097	112-106
S1	112-096	112-100

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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